Mousavi, Mohammad Mahdi; Ouenniche, Jamal - In: Journal of Developing Areas 48 (2014) 4, pp. 21-40
into 6 regions; namely, developed, developing, MENA, Asia, Europe, and Latin America countries, and use T-GARCH to assess … Europe regions than MENA itself. In addition, although the results show that the volatility of both risks and returns of both …